To avoid missed patches when applying masonry paint with a roller, make sure the surface is properly prepared and use a roller with a pile length suitable for the texture of the masonry.
Work in manageable sections and keep a wet edge as you move across the wall. Apply an even amount of pressure rather than pressing the roller too firmly against the surface, and make sure the roller is loaded with enough paint without being overloaded.
On rough or textured surfaces, work the roller in different directions where necessary to help the paint reach into recesses and uneven areas. A long or extra-long pile masonry roller is particularly useful for brickwork, pebble dash and heavily textured render.
Use a masonry brush for edges, corners and areas the roller cannot reach. Always follow the manufacturer's instructions for the specific masonry paint you're using.